E500.DE vs. D5BM.DE
Compare and contrast key facts about Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE).
E500.DE and D5BM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. D5BM.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Index. It was launched on Mar 26, 2010. Both E500.DE and D5BM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
E500.DE vs. D5BM.DE - Performance Comparison
Loading graphics...
E500.DE vs. D5BM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | -5.09% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | -2.79% | 4.79% | 32.48% | 22.66% | -14.28% | 41.10% | 7.10% | 34.88% | -0.79% | 7.04% |
Returns By Period
In the year-to-date period, E500.DE achieves a -5.09% return, which is significantly lower than D5BM.DE's -2.79% return. Over the past 10 years, E500.DE has underperformed D5BM.DE with an annualized return of 11.40%, while D5BM.DE has yielded a comparatively higher 13.89% annualized return.
E500.DE
- 1D
- -0.25%
- 1M
- -3.03%
- YTD
- -5.09%
- 6M
- -2.50%
- 1Y
- 14.61%
- 3Y*
- 15.79%
- 5Y*
- 9.30%
- 10Y*
- 11.40%
D5BM.DE
- 1D
- 0.19%
- 1M
- -2.53%
- YTD
- -2.79%
- 6M
- -0.11%
- 1Y
- 10.47%
- 3Y*
- 16.12%
- 5Y*
- 12.28%
- 10Y*
- 13.89%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
E500.DE vs. D5BM.DE - Expense Ratio Comparison
E500.DE has a 0.05% expense ratio, which is lower than D5BM.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
E500.DE vs. D5BM.DE — Risk / Return Rank
E500.DE
D5BM.DE
E500.DE vs. D5BM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| E500.DE | D5BM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.61 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.92 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.37 | -0.20 |
Martin ratioReturn relative to average drawdown | 9.41 | 8.03 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| E500.DE | D5BM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.61 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.80 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.86 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.86 | -0.20 |
Correlation
The correlation between E500.DE and D5BM.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
E500.DE vs. D5BM.DE - Dividend Comparison
Neither E500.DE nor D5BM.DE has paid dividends to shareholders.
Drawdowns
E500.DE vs. D5BM.DE - Drawdown Comparison
The maximum E500.DE drawdown since its inception was -34.20%, roughly equal to the maximum D5BM.DE drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for E500.DE and D5BM.DE.
Loading graphics...
Drawdown Indicators
| E500.DE | D5BM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -33.77% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -8.34% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -23.22% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -33.77% | -0.43% |
Current DrawdownCurrent decline from peak | -6.11% | -4.99% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -4.15% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.10% | -0.08% |
Volatility
E500.DE vs. D5BM.DE - Volatility Comparison
Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a higher volatility of 4.67% compared to Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) at 3.65%. This indicates that E500.DE's price experiences larger fluctuations and is considered to be riskier than D5BM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| E500.DE | D5BM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.65% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 8.59% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 17.08% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 15.20% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.11% | +0.49% |